Numerical solution of time-fractional Black–Scholes equation

By Miglena N. Koleva, Lubin G. Vulkov. Computational and Applied Mathematics, 2016

57 citations recorded by the source corpus.

Subfields: Applied Mathematics, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/103f598305902b1291a5e3e61e31cd094a2e5479